Open Access. Powered by Scholars. Published by Universities.®

Probability Commons

Open Access. Powered by Scholars. Published by Universities.®

Articles 1 - 13 of 13

Full-Text Articles in Probability

Utility In Time Description In Priority Best-Worst Discrete Choice Models: An Empirical Evaluation Using Flynn's Data, Sasanka Adikari, Norou Diawara Jan 2024

Utility In Time Description In Priority Best-Worst Discrete Choice Models: An Empirical Evaluation Using Flynn's Data, Sasanka Adikari, Norou Diawara

Mathematics & Statistics Faculty Publications

Discrete choice models (DCMs) are applied in many fields and in the statistical modelling of consumer behavior. This paper focuses on a form of choice experiment, best-worst scaling in discrete choice experiments (DCEs), and the transition probability of a choice of a consumer over time. The analysis was conducted by using simulated data (choice pairs) based on data from Flynn's (2007) 'Quality of Life Experiment'. Most of the traditional approaches assume the choice alternatives are mutually exclusive over time, which is a questionable assumption. We introduced a new copula-based model (CO-CUB) for the transition probability, which can handle the dependent …


Em Estimation For Zero- And K-Inflated Poisson Regression Model, Monika Arora, N. Rao Chaganty Jan 2021

Em Estimation For Zero- And K-Inflated Poisson Regression Model, Monika Arora, N. Rao Chaganty

Mathematics & Statistics Faculty Publications

Count data with excessive zeros are ubiquitous in healthcare, medical, and scientific studies. There are numerous articles that show how to fit Poisson and other models which account for the excessive zeros. However, in many situations, besides zero, the frequency of another count k tends to be higher in the data. The zero- and k-inflated Poisson distribution model (ZkIP) is appropriate in such situations The ZkIP distribution essentially is a mixture distribution of Poisson and degenerate distributions at points zero and k. In this article, we study the fundamental properties of this mixture distribution. Using stochastic representation, we …


Dynamic Attribute-Level Best Worst Discrete Choice Experiments, Amanda Working, Mohammed Alqawba, Norou Diawara May 2019

Dynamic Attribute-Level Best Worst Discrete Choice Experiments, Amanda Working, Mohammed Alqawba, Norou Diawara

Mathematics & Statistics Faculty Publications

Dynamic modelling of decision maker choice behavior of best and worst in discrete choice experiments (DCEs) has numerous applications. Such models are proposed under utility function of decision maker and are used in many areas including social sciences, health economics, transportation research, and health systems research. After reviewing references on the study of such experiments, we present example in DCE with emphasis on time dependent best-worst choice and discrimination between choice attributes. Numerical examples of the dynamic DCEs are simulated, and the associated expected utilities over time of the choice models are derived using Markov decision processes. The estimates are …


Density Estimation Of Spatio-Temporal Point Patterns Using Moran’S Statistics, Jennifer L. Lorio, Norou Diawara, Lance A. Waller Mar 2018

Density Estimation Of Spatio-Temporal Point Patterns Using Moran’S Statistics, Jennifer L. Lorio, Norou Diawara, Lance A. Waller

Mathematics & Statistics Faculty Publications

Moran’s Index is a statistic that measures spatial autocorrelation, quantifying the degree of dispersion (or spread) of objects in space. When investigating data in an area, a single Moran statistic may not give a sufficient summary of the autocorrelation spread. However, by partitioning the area and taking the Moran statistic of each subarea, we discover patterns of the local neighbors not otherwise apparent. In this paper, we consider the model of the spread of an infectious disease, incorporate time factor, and simulate a multilevel Poisson process where the dependence among the levels is captured by the rate of increase of …


Drag Reduction Of A Modern Straight Truck, Drew Landman, Matthew Cragun, Mike Mccormick, Richard Wood Jan 2011

Drag Reduction Of A Modern Straight Truck, Drew Landman, Matthew Cragun, Mike Mccormick, Richard Wood

Mechanical & Aerospace Engineering Faculty Publications

A wind tunnel test program was conducted at the Langley Full Scale Tunnel (LFST) to evaluate the performance of five passive drag reduction configurations on a modern straight truck at full scale. Configurations were tested in a build-up fashion with results representing a cumulative effect. Tested configurations include a front valance, a front box fairing, a boat-tail, an ideal side-skirt, and a practical side-skirt. Configurations were evaluated over a nominal 9 degree yaw sweep to establish wind averaged drag coefficients using SAE J1252. Genuine replicate yaw sweeps were used in an uncertainty analysis. Results show up to 28% improvement in …


Probability Models For Blackjack Poker, Charlie H. Cooke Jan 2010

Probability Models For Blackjack Poker, Charlie H. Cooke

Mathematics & Statistics Faculty Publications

For simplicity in calculation, previous analyses of blackjack poker have employed models which employ sampling with replacement. in order to assess what degree of error this may induce, the purpose here is to calculate results for a typical hand where sampling without replacement is employed. It is seen that significant error can result when long runs are required to complete the hand. The hand examined is itself of particular interest, as regards both its outstanding expectations of high yield and certain implications for pair splitting of two nines against the dealer's seven. Theoretical and experimental methods are used in order …


The Joint Distribution Of Bivariate Exponential Under Linearly Related Model, Norou Diawara, Kumer Pial Das Jan 2010

The Joint Distribution Of Bivariate Exponential Under Linearly Related Model, Norou Diawara, Kumer Pial Das

Mathematics & Statistics Faculty Publications

In this paper, fundamental results of the joint distribution of the bivariate exponential distributions are established. The positive support multivariate distribution theory is important in reliability and survival analysis, and we applied it to the case where more than one failure or survival is observed in a given study. Usually, the multivariate distribution is restricted to those with marginal distributions of a specified and familiar lifetime family. The family of exponential distribution contains the absolutely continuous and discrete case models with a nonzero probability on a set of measure zero. Examples are given, and estimators are developed and applied to …


Linear Dependency For The Difference In Exponential Regression, Indika Sathish, Norou Diawara Jan 2010

Linear Dependency For The Difference In Exponential Regression, Indika Sathish, Norou Diawara

Mathematics & Statistics Faculty Publications

In the field of reliability, a lot has been written on the analysis of phenomena that are related. Estimation of the difference of two population means have been mostly formulated under the no-correlation assumption. However, in many situations, there is a correlation involved. This paper addresses this issue. A sequential estimation method for linearly related lifetime distributions is presented. Estimations for the scale parameters of the exponential distribution are given under square error loss using a sequential prediction method. Optimal stopping rules are discussed using concepts of mean criteria, and numerical results are presented.


Impact Of Field-Dependent Electronic Trapping Across Coulomb Repulsive Potentials On Low Frequency Charge Oscillations, R. P. Joshi, K. H. Schoenbach, P. K. Raha Jan 1994

Impact Of Field-Dependent Electronic Trapping Across Coulomb Repulsive Potentials On Low Frequency Charge Oscillations, R. P. Joshi, K. H. Schoenbach, P. K. Raha

Bioelectrics Publications

We have performed Monte Carlo simulations to obtain the field dependence of electronic trapping across repulsive potentials in GaAs. Such repulsive centers are associated with deep level impurities having multiply charged states. Our results reveal a field‐dependent maxima in the electronic capture coefficient, and the overall shape is seen to depend on the background electron density due to the effects of screening. Based on the Monte Carlo calculations, we have examined the stability of compensated semiconductors containing such repulsive centers. Our analysis indicates a potential for low frequency charge oscillations which is in keeping with available experimental data.


Studies Of Electron-Beam Penetration And Free-Carrier Generation In Diamond Films, R. P. Joshi, K. H. Schoenbach, C. Molina, W. W. Hofer Jan 1993

Studies Of Electron-Beam Penetration And Free-Carrier Generation In Diamond Films, R. P. Joshi, K. H. Schoenbach, C. Molina, W. W. Hofer

Bioelectrics Publications

Experimental observations of the energy‐dependent electron‐beam penetration in type II‐A natural diamond are reported. The experimental data are compared with results obtained from numerical Monte Carlo simulations, and the results are in very good agreement. The results also reveal that a threshold energy of about 125 keV is necessary for complete penetration for a 35 μm sample. It is found that over the 30–180 keV range, the energy dependence of the penetration depth and total path length exhibits a power‐law relation. Monte Carlo simulations have also been performed to investigate the excess carrier‐generation profiles within diamond for a set of …


A Model Of Dc Glow Discharges With Abnormal Cathode Fall, Karl H. Schoenbach, Hao Chen, G. Schaefer Jan 1990

A Model Of Dc Glow Discharges With Abnormal Cathode Fall, Karl H. Schoenbach, Hao Chen, G. Schaefer

Bioelectrics Publications

A model for an abnormal glow discharge, including a self‐consistent analysis of the cathode fall, was developed. It combines microscopic particle simulation by means of Monte Carlo methods with a fluid model of the gas discharge. The model allows calculations of the steady‐state electrical field distribution, the charged‐particle densities, and the current densities along the axis of the discharge. The model was used to simulate a glow discharge in 80% He and 20% SF6 at a pressure of 8 Torr with a current density of 1 A/cm2. The computed discharge voltage agrees well with measured values. The …


Limit Theorems In The Area Of Large Deviations For Some Dependent Random Variables, Narasinga Rao Chaganty, Jayaram Sethuraman Jan 1987

Limit Theorems In The Area Of Large Deviations For Some Dependent Random Variables, Narasinga Rao Chaganty, Jayaram Sethuraman

Mathematics & Statistics Faculty Publications

A magnetic body can be considered to consist of n sites, where n is large. The magnetic spins at these n sites, whose sum is the total magnetization present in the body, can be modelled by a triangular array of random variables (X(n) 1,..., X(n) n). Standard theory of physics would dictate that the joint distribution of the spins can be modelled by dQn(x) = zn-1 exp[ -Hn(x)]Π dP(xj), where x = (x1,..., xn) ∈ Rn, where Hn is the Hamiltonian, zn is …


On The First Passage Time Distribution For A Class Of Markov Chains, Mark Brown, Narasinga Rao Chaganty Jan 1983

On The First Passage Time Distribution For A Class Of Markov Chains, Mark Brown, Narasinga Rao Chaganty

Mathematics & Statistics Faculty Publications

Consider a stochastically monotone chain with monotone paths on a partially ordered countable set S. Let C be an increasing subset of S with finite complement. Then the first passage-time from i S to C is shown to be IFRA (increasing failure rate on the,av;rage). Several applications are presented including coherent systems, shock models, and convolutions of IFRA distributions.